Liaoning Port (Germany) Market Value
| D7P Stock | EUR 0.08 0 1.27% |
| Symbol | Liaoning |
Liaoning Port 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Liaoning Port's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Liaoning Port.
| 06/24/2024 |
| 12/21/2024 |
If you would invest 0.00 in Liaoning Port on June 24, 2024 and sell it all today you would earn a total of 0.00 from holding Liaoning Port CoLtd or generate 0.0% return on investment in Liaoning Port over 180 days. Liaoning Port is related to or competes with COSCO SHIPPING, Nippon Yusen, Hapag-Lloyd, Orient Overseas, COSCO SHIPPING, China Merchants, and Qingdao Port. Dalian Port Company Limited, together with its subsidiaries, provides port and logistics services in Mainland China More
Liaoning Port Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Liaoning Port's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Liaoning Port CoLtd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.44 | |||
| Information Ratio | 0.0982 | |||
| Maximum Drawdown | 15.6 | |||
| Value At Risk | (2.42) | |||
| Potential Upside | 3.45 |
Liaoning Port Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liaoning Port's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liaoning Port's standard deviation. In reality, there are many statistical measures that can use Liaoning Port historical prices to predict the future Liaoning Port's volatility.| Risk Adjusted Performance | 0.0952 | |||
| Jensen Alpha | 0.25 | |||
| Total Risk Alpha | 0.1881 | |||
| Sortino Ratio | 0.095 | |||
| Treynor Ratio | 1.33 |
Liaoning Port CoLtd Backtested Returns
Liaoning Port appears to be out of control, given 3 months investment horizon. Liaoning Port CoLtd has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Liaoning Port, which you can use to evaluate the volatility of the firm. Please exercise Liaoning Port's Mean Deviation of 1.64, downside deviation of 2.44, and Risk Adjusted Performance of 0.0952 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Liaoning Port holds a performance score of 8. The company secures a Beta (Market Risk) of 0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Liaoning Port's returns are expected to increase less than the market. However, during the bear market, the loss of holding Liaoning Port is expected to be smaller as well. Please check Liaoning Port's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Liaoning Port's current price movements will revert.
Auto-correlation | 0.75 |
Good predictability
Liaoning Port CoLtd has good predictability. Overlapping area represents the amount of predictability between Liaoning Port time series from 24th of June 2024 to 22nd of September 2024 and 22nd of September 2024 to 21st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Liaoning Port CoLtd price movement. The serial correlation of 0.75 indicates that around 75.0% of current Liaoning Port price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Liaoning Port CoLtd lagged returns against current returns
Autocorrelation, which is Liaoning Port stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Liaoning Port's stock expected returns. We can calculate the autocorrelation of Liaoning Port returns to help us make a trade decision. For example, suppose you find that Liaoning Port has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Liaoning Port regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Liaoning Port stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liaoning Port stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liaoning Port stock over time.
Current vs Lagged Prices |
| Timeline |
Liaoning Port Lagged Returns
When evaluating Liaoning Port's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liaoning Port stock have on its future price. Liaoning Port autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Liaoning Port autocorrelation shows the relationship between Liaoning Port stock current value and its past values and can show if there is a momentum factor associated with investing in Liaoning Port CoLtd.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Liaoning Stock
Liaoning Port financial ratios help investors to determine whether Liaoning Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Liaoning with respect to the benefits of owning Liaoning Port security.